We believe that your first act as a Christian is to publicly express your faith in Christ by being baptized in water. Water baptism does not make you a Christian; it is something you do because you have become a Christian.
The following is taken from the Baptist Faith & Message:
Christian baptism is the immersion of a believer in water in the name of the Father, the Son, and the Holy Spirit. It is an act of obedience symbolizing the believer's faith in a crucified, buried, and risen Savior, the believer's death to sin, the burial of the old life, and the resurrection to walk in newness of life in Christ Jesus. It is a testimony to his faith in the final resurrection of the dead.
The waters of baptism don't actually clean you or save you, but they are a powerful expression of what God has already done in you through Jesus.
But we urge you, brothers, to do this more and more, and to aspire to live quietly, and to
Mind your own affairs, and to work with your hands, as we instructed you, so that you may
walk properly before outsiders and be dependent on no one.